+1,665.3%
MU vs JEPI
+100.7%
+1,564.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.3% |
| 7D | +12.8% | +2.7% | +10.1% | +7.5% |
| 30D | -14.9% | +2.5% | -17.4% | -18.0% |
| 3M | -18.0% | +1.9% | -20.0% | -20.4% |
| 6M | -3.1% | +7.7% | -10.9% | -15.5% |
| YTD | +172.9% | +8.2% | +164.7% | +136.3% |
| 1Y | +228.8% | +10.4% | +218.5% | +174.5% |
| 3Y | +950.8% | +36.5% | +914.3% | +529.9% |
| 5Y | +931.3% | +44.2% | +887.1% | +477.9% |
| All | +1,665.3% | +100.7% | +1,564.6% | +448.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JEPI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling